Series Solution to ordinary differential equation

A PROJECT REPORT
SUBMITTED IN COMPLETE FULFILLMENT OF THE
REQUIREMENTS
FOR THE AWARD OF THE DEGREE
OF
BACHELOR OF TECHNOLOGY
IN
[Computer Engineering]
Submitted by:
Sahil (2K20/B6/35)
Sanchit (2K20/B6/47)
Under the supervision of
Mr. Aditya Kaushik

Mathematics
DELHI TECHNOLOGICAL UNIVERSITY
(FORMERLY Delhi College of Engineering)
Bawana Road, Delhi-110042
MAY 2020
i

DELHI TECHNOLOGICAL UNIVERSITY

 (FORMERLY Delhi College of Engineering)
Bawana Road, Delhi-110042

CANDIDATE’S DECLERATION

We, Sahil (2K20/B6/35) and Sanchit (2K20/B6/47)

students of B. Tech. (Computer Engineering) hereby declare
that the project Dissertation titled ” Series Solution to ordinary
differential equation” which is submitted by me to the
Department of Mathematics, Delhi Technological University,
Delhi in partial fulfilment of the requirement for the award of
the degree of Bachelor of Technology, is original and not
copied from any source without proper citation. This work has
not previously formed the basis for the award of any Degree,
Diploma Associateship, Fellowship or other similar title or
recognition.

Place: Delhi Sahil

(2K20/B6/35)
Sanchit
(2K20/B6/47)
ii

Mathematics
 DELHI TECHNOLOGICAL UNIVERSITY
(FORMERLY Delhi College of Engineering)
Bawana Road, Delhi-110042

CERTIFICATE

We hereby certify that the project Dissertation titled ” Series

Solution to ordinary differential equation “ which is submitted
by Sanchit, Delhi Technological University, Delhi in
complete fulfilment of the requirement for the award of the
degree of the Bachelor of Technology, is a record of the
project work carried out by the students under my supervision.
To the best of my knowledge this work has not been
submitted in part or full for any Degree or Diploma to this
University or elsewhere.

Place: Delhi Mr. Aditya

Kaushik
Date:
iii

Mathematics
 DELHI TECHNOLOGICAL UNIVERSITY
(FORMERLY Delhi College of Engineering)
Bawana Road, Delhi-110042

ACKNOWLEDGEMENT
In performing our major project, we had to take the help and guideline
of some respected persons, who deserve our greatest gratitude. The
completion of this assignment gives us much pleasure. We would like
to show our gratitude Mr. Aditya Kaushik Mentor for major project.
Giving us a good guideline for report throughout numerous
consultations. We would also like to extend our deepest gratitude to
all those who have directly and indirectly guided us in writing this
assignment.

Many people, our classmates, have made valuable comment

suggestions on this proposal which gave us an inspiration to improve
our assignment. We thank all the people for their help directly and
indirectly to complete our assignment. In addition, we would like to
thank Department of Mathematics, Delhi Technological University
for giving us the opportunity to work on this topic.

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CONTENTS
Title page
i

Candidate’s Declaration
ii Certificate
iii Acknowledgment
iv Contents
v

INTRODUCTION
In many “Engineering” Application we come across the
differential equations which are having coefficients.
For Solving these types of problems, we have different
methods.
We are considering methods of solving second order linear
equations when the coefficients are functions of the
independent variable. We consider the second order linear
homogeneous equation
d2 y dy
P ( x) 2
+Q ( x ) + R ( x ) y=0
dx dx

Since the procedure for the non-homogeneous equation is

similar. Many problems in mathematical physics lead to
equations of this form having polynomial coefficients;
examples include the Bessel equation
x 2 y +xy'+ {(x} ^ {2} - {a} ^ {2} )y=

,where a is a constant, and the Legendre equation

(1−x 2 ) y - 2xy' + c(c+1)y =

,where c is a constant.

Power series
A series from
 ∞
f ( x )=∑ bn (x−x 0 )
n =0

where b , b … . and x are constants(real or complex) and x

0 1 0

varies around x is called a Power series in ( x−x ) in one

0 0

variable.
In particular, when x 0=0 , then
∞

∑ bn x n =b0 +b 1 x +b2 x2 +…+ …+…

n=0

It called Power series in x.

Convergence of power series
As far as the convergence of power series concern, we
say that a power series converges,
For x=a:
∞

∑ bn (a−x 0)n
n=0

and this series will converge if limit of partial sums exists

∞
n
lim ∑ bn (a−x 0 )
n→ 0 n=0

There is some +ve number R such that the series

converges for
¿ x−x 0∨¿ R

and diverges for

|x−x 0|> R

The number R is called radius of converges of the

power series.
If the series only converges at 0, then R is 0, If
converges at every point then R is ∞ .
The collections of values of x for which the power
series converge is called interval or range of
convergence.

Power Series Solution Theorem

If x=x0 is ordinary of differential equation

d2 y dy
2
+ P ( x ) +Q ( x ) y=0
dx dx

P1 ( x ) P2 ( x)
Where P ( x ) = P ( x ) , Q ( x )= P ( x)
2 0
 is obtained as linear combination of two linearly
independent power series solutions y1 and y2, each of
which is of the from
∞

∑ cm ( x−x 0)
m=0

and these power series both converges in same

interval |x−x 0|< R ,( R> 0)

where, c , c … … are constant and

0 1 x0 is known as the centre
of expansion.
2
d y dy
P0 ( x ) 2
+ P1 ( x ) + P2 ( x ) y=0
dx dx

Steps for the solution of ODE by power

series Method

I. Find O.P x0 if is not given.

II. Assume that
y= ∑ c ¿ ¿ ….(1)
∞

m
m=0

III. Assuming that term by term differentiation

is valid, then differentiate eq. (1) term wise
 to get y’ , y’’….. And substitute the values
in eq.(i).
IV. Collect the coefficients of like powers
of(x-x0) and equate them to “0”, or make
the exponent on the x to be the same.
V. Substituting these values of cm in eq.(1) to
get series solution of equation ..(i).

Frobenius Method
In mathematics, the method of
Frobenius, named after Ferdinand
Georg Frobenius, is a way to find an
infinite series solution for a second-
order ordinary differential equation of
the form

z 2 u + p(z)zu'+q(z)u=
With
u'=
dy
dx and u  =  {{d} ^ {2} u} over {{dz} ^ {2}

in the vicinity of the regular

singular point.

Concept of Frobenius
Method
 In above section we have learn that
power series solution of the differential
equation about an Ordinary point x0
 But when, x0 is regular singular point
then an extension of power series
method known as “Frobenius method” or
“Generalized power series method”.
 When x0 is regular singular point then
the solution in will be
 ∞
r
|x−x 0| ∑ c m ( x−x 0)m
m =0

Here, r is unknown constant to be determined.

Systematized steps for

Frobenius Method
1.Consider the differential equation from eq..(i)
with a regular singular point x=x0.
2.Assume that the eq..(i) has a solution of the
from
∞
y=(x−x 0)r ∑ c m ( x−x o )m …. eq (2)
m =0

Where r, c0, c1,… are constants to be

determined , ‘r’ is called “index” and c0, c1, c2,
… are coefficients.
Here, the eq..(2) is valid in 0<(x-x0)<R.
3.Assuming that term by term by term
differentiation is valid,we get
∞
y '= ∑ ( m+r ) c m (x−x o )m+r −1
m=0
y = sum from {m=0} to {∞} {(m+r)(m+r-1) {c} rsub {m} {( {x-x} rsub {o} )} ^ {m+r-2}

On substituting the values of y’, y” and y”’ in

the given eq..(i), we get an algebraic eq with
various powers of x.
4.Equate to zero, the
 A. Coefficients of the lowest degree terms in
x, assuming c0≠0, this gives a quadratic eq in
r, which is known as an “Indicial equation”.
B. Coefficients of general term in x, this
gives a relation between the coefficients of
two different orders. This is called
“Recurrence relation”.
C. Coefficients of someother powers of x.

5.Using the result a&c and employing the

appropriate theorem the G.S is as

y= A y ( x ) +B y 2 ( x )
1

Where A and B are arbitrary constants and y1 and

y2 are two linearly independent solution.
Further There are Four methods to solve the
different types of equations.